CORESTATE Capital Holding S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.56% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 7.59 | |
| 0.0465 | 6.83 | |
| 0.9514 | 271.67 | |
| 0.0041 | 0.44 |
Estimation Period:
Oct 4, 2016 to Feb 6, 2026
Oct 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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